Equity Accumulator instrument. More...
#include <equity_accumulator_instrument.hpp>
Collaboration diagram for equity_accumulator_instrument:
Public Attributes | |
| int | version = 0 |
| utility::uuid::tenant_id | tenant_id = utility::uuid::tenant_id::system() |
| boost::uuids::uuid | instrument_id |
| UUID uniquely identifying this equity accumulator instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: EquityAccumulator or EquityTaRF. | |
| std::string | underlying_name |
| std::string | currency |
| double | strike = 0.0 |
| Strike price. | |
| double | fixing_amount = 0.0 |
| Per-fixing accumulation amount. Must be positive. | |
| std::string | start_date |
| ISO 8601 date. | |
| std::string | expiry_date |
| ISO 8601 date. | |
| std::string | fixing_frequency |
| e.g. Daily, Weekly, Monthly | |
| std::string | long_short |
| Long or Short. | |
| std::optional< double > | knock_out_level |
| Knock-out barrier; absent when not specified. | |
| std::optional< double > | target_amount |
| TaRF only: target profit level. | |
| std::string | target_type |
| TaRF: TargetFull or TargetExact; empty for accumulator. | |
| std::string | payoff_type |
| Accumulator, Decumulator, or TaRF. | |
| std::string | description |
| std::string | modified_by |
| std::string | performed_by |
| std::string | change_reason_code |
| std::string | change_commentary |
| std::chrono::system_clock::time_point | recorded_at |
Detailed Description
Equity Accumulator instrument.
Represents EquityAccumulator and EquityTaRF trades.
